-99.1%
QID vs ESI
+310.7%
-409.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | -0.8% |
| 7D | +2.7% | -2.3% | +5.1% | +1.2% |
| 30D | +3.3% | -9.0% | +12.4% | -2.7% |
| 3M | -5.5% | -13.3% | +7.7% | -11.3% |
| 6M | -28.4% | +5.3% | -33.7% | -20.4% |
| YTD | -26.6% | +37.6% | -64.2% | +0.4% |
| 1Y | -34.1% | +33.6% | -67.7% | -10.1% |
| 3Y | -73.7% | +75.8% | -149.5% | -49.4% |
| 5Y | -80.7% | +68.6% | -149.3% | -56.2% |
| All | -99.1% | +310.7% | -409.8% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling